+121.6%
KMI vs ATI
+318.7%
-197.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | 0.0% |
| 7D | +6.5% | +4.2% | +2.4% | +6.2% |
| 30D | -3.4% | -2.5% | -0.9% | -3.3% |
| 3M | +0.4% | -19.4% | +19.8% | +1.9% |
| 6M | -0.9% | +11.1% | -12.0% | -2.4% |
| YTD | +20.5% | +59.5% | -39.0% | +13.6% |
| 1Y | +23.2% | +85.8% | -62.6% | +14.1% |
| 3Y | +121.6% | +311.9% | -190.3% | +82.7% |
| All | +121.6% | +318.7% | -197.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling